Usually I will use a symbol I don't usually use in the document (being in Ireland I don't need the £ symbol at all), so I use that symbol but in the Euro Font, available in 3 different flavours with different weights.

So pick a symbol you won't use and then apply the Euro font.

I have a nested style for Euro symbols that applies it as a character style. And with CS4 it should be possible to use a GREP STYLE to apply the Euro font to anywhere you need the Euro symbol to show up.

It's really the best option as it's a font and it's a character of a font and it won't drop out of the RIP.

(Suggestions for alt characters to use could be ¬ or $ or ~ or #, for example. That way if you need to find $ or £ you still can without finding all the Euro Symbols too)